CURLOPT_PROXYHEADER man page

Pass a pointer to a linked list of HTTP headers to pass in your HTTP request sent to a proxy. The rules for this list is identical to the CURLOPT_HTTPHEADER(3) option's.

The headers set with this option is only ever used in requests sent to a proxy - when there's also a request sent to a host.

The first line in a request (containing the method, usually a GET or POST) is NOT a header and cannot be replaced using this option. Only the lines following the request-line are headers. Adding this method line in this list of headers will only cause your request to send an invalid header.